Ok, this is what happened:
In 1807, He receives a letter of aid from Shay’s son, requesting his aid.
Shay’s son tells him that his sister has gone missing and his mother was murdered, and he suspects that a vengeful Assassin may have done it, for despite Connor’s order for the Assassins to leave Shay’s family alone, they were never forgiven.
After an investigation, Connor deduces that it was not an Assassin who took Shay’s daughter, but rather an independent party. In New York City, Connor spies a suspicious looking man named Alphonso Nickelston and tails him to his meeting with a corrupt Assassin. Connor assassinates them, and learns from Nickelston that Shay’s daughter is being held hostage in a stately manor in the New Jersey countryside.
Continuing his investigation, Connor learns that the man he seeks is Bryson Wagner, a wealthy but eccentric man who has spent many years abroad traveling the world and returned only in 1800 and that Alphonso was his loyal butler. Connor locates the manor, and with Shay’s son, travels there.
Splitting up in their search, Connor discovers a twisted menagerie of flora and fauna and an armor that Bryson Wagner gathered on his travels. More disturbing is when Connor stumbles on a room containing the corpses of three dead boys in varying states of decay. Meanwhile, Shay’s son discovers a secret stairway that leads to a mysterious structure built into a bat-filled cave, containing Assassin equipment and writings. Shay’s son finds Shay’s daughter, only to be ambushed by Bryson Wagner.
Bryson Wagner, dressed in a bat-like masquerade costume that belonged to his father and wielding a Chinese spear picked up on his travels, attacks Shay’s son and cuts off his hands. Bryson Wagner tells Shay’s son that when he was eight, Shay killed his parents in front of him just because they had given aid to Assassins he was pursuing and orphaned Bryson. Consumed by a desire for vengeance against the Templars, he traveled the world learning the ways of the Assassin from branches around the globe. In time, he learned of the Shroud of Eden, and sought to acquire it in hopes of bringing his dead parents back to life. However, Shay took care of the Shroud of Eden and sent it to places beyond Bryson’s reach, cementing his desire for vengeance against Shay.
However, when Bryson Wagner returned, he discovered that Shay had already been killed by Connor. With his chance for personal revenge gone, he decided to take revenge on Shay’s family by killing his family and indoctrinating his daughter into his personal servant and assistant in his war against the Templars as the ultimate “Assassin.” He reveals that he has already tried to turn three young boys into his aids, but they proved unworthy in training, and he deposed of them which is why he is trying Shay’s daughter, an older female, for a change.
Bryson Wagner kills Shay’s son by disemboweling him with the spear before ramming it through his chest, and drags Shay’s daughter back into the manor. He takes her into his menagerie, where he tells her about the power of bats as a symbol due to superstition. He puts her in front of a cage of vampire bats that he sent home from Central America, and asks if she wants to feed them, telling her it is join or die. He is about to rape her, saying that too much of her blood is dirty cause its Shays but he will put some of him in her to purify her. He declares that he is vengeance, he is the night, he is... However, before he can begin his nefarious deed, he is assassinated by Connor stealthily from behind who drags Bryson towards him with his rope dart before stabbing him with the hidden blade, who comments that Bryson should not leave his weapons out in the open for anyone to take.
The next day Shay’s daughter bids him farewell, and shows some romantic interest in him. Coincidentally, she is a blonde, but Connor tells her that it is not to be for he has already found another. She nods in acceptance, saying that she'll just have to find a man of her own then although she cannot imagine finding one nobler than Connor or her father, and they ride off in their separate ways. Secretly, she did Connor in the night while he was sleeping and is now bearing his bastard child. In the woods, Connor finds a place to sit and holding a feather, reflects on everything from the day his mother died to the day he rescued the daughter of an enemy from a delusional madman. Later, Abstergo takes this scene and heavily manipulates it, distorting it beyond any accuracy.
This was confirmed to me by Corey May himself.
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